Introduction to the mathematical and statistical foundations of econometrics:
This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2004
|
| Series: | Themes in modern econometrics
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| Subjects: | |
| Online Access: | BSB01 FHN01 UBG01 Volltext |
| Summary: | This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xvii, 323 Seiten) Diagramme |
| ISBN: | 9780511754012 |
| DOI: | 10.1017/CBO9780511754012 |
Staff View
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| spelling | Bierens, Herman J. 1943- Verfasser (DE-588)109761766 aut Introduction to the mathematical and statistical foundations of econometrics Herman J. Bierens Introduction to the Mathematical & Statistical Foundations of Econometrics Cambridge Cambridge University Press 2004 1 online resource (xvii, 323 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Themes in modern econometrics Title from publisher's bibliographic system (viewed on 05 Oct 2015) This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained Econometrics Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Wirtschaftsmathematik (DE-588)4066472-7 s 2\p DE-604 Erscheint auch als Druck-Ausgabe 978-0-521-83431-5 Erscheint auch als Druck-Ausgabe 978-0-521-54224-1 https://doi.org/10.1017/CBO9780511754012 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bierens, Herman J. 1943- Introduction to the mathematical and statistical foundations of econometrics Econometrics Wirtschaftsmathematik (DE-588)4066472-7 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4066472-7 (DE-588)4132280-0 (DE-588)4123623-3 |
| title | Introduction to the mathematical and statistical foundations of econometrics |
| title_alt | Introduction to the Mathematical & Statistical Foundations of Econometrics |
| title_auth | Introduction to the mathematical and statistical foundations of econometrics |
| title_exact_search | Introduction to the mathematical and statistical foundations of econometrics |
| title_full | Introduction to the mathematical and statistical foundations of econometrics Herman J. Bierens |
| title_fullStr | Introduction to the mathematical and statistical foundations of econometrics Herman J. Bierens |
| title_full_unstemmed | Introduction to the mathematical and statistical foundations of econometrics Herman J. Bierens |
| title_short | Introduction to the mathematical and statistical foundations of econometrics |
| title_sort | introduction to the mathematical and statistical foundations of econometrics |
| topic | Econometrics Wirtschaftsmathematik (DE-588)4066472-7 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrics Wirtschaftsmathematik Ökonometrie Lehrbuch |
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